BJLM.DE vs. PRAB.DE
BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) and PRAB.DE (Amundi Prime Euro Government Bonds 0-1Y UCITS ETF) are both European Government Bonds funds. BJLM.DE is actively managed, while PRAB.DE is passively managed. Over the past year, BJLM.DE returned -0.14% vs 1.89% for PRAB.DE. At a 0.21 correlation, their price movements are largely independent. BJLM.DE charges 0.12%/yr vs 0.05%/yr for PRAB.DE.
Performance
BJLM.DE vs. PRAB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BJLM.DE achieves a 0.09% return, which is significantly lower than PRAB.DE's 0.87% return.
BJLM.DE
- 1D
- 0.07%
- 1M
- 0.52%
- YTD
- 0.09%
- 6M
- -0.00%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PRAB.DE
- 1D
- 0.06%
- 1M
- 0.23%
- YTD
- 0.87%
- 6M
- 0.92%
- 1Y
- 1.89%
- 3Y*
- 2.84%
- 5Y*
- 1.66%
- 10Y*
- —
BJLM.DE vs. PRAB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BJLM.DE BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation | 0.09% | 0.55% | 2.01% |
PRAB.DE Amundi Prime Euro Government Bonds 0-1Y UCITS ETF | 0.87% | 2.18% | 3.22% |
Correlation
The correlation between BJLM.DE and PRAB.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2024 | 0.21 |
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Return for Risk
BJLM.DE vs. PRAB.DE — Risk / Return Rank
BJLM.DE
PRAB.DE
BJLM.DE vs. PRAB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) and Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BJLM.DE | PRAB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -4.96 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.67 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 10.66 | -10.70 |
| Martin ratioReturn relative to average drawdown | -0.10 | 51.86 | -51.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BJLM.DE | PRAB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 3.12 | -3.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 3.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 2.84 | -2.60 |
Drawdowns
BJLM.DE vs. PRAB.DE - Drawdown Comparison
The maximum BJLM.DE drawdown since its inception was -3.87%, which is greater than PRAB.DE's maximum drawdown of -1.67%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and PRAB.DE.
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Drawdown Indicators
| BJLM.DE | PRAB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.87% | -1.67% | -2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -0.18% | -3.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -1.30% | — |
Current DrawdownCurrent decline from peak | -1.97% | 0.00% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -0.41% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 0.04% | +1.29% |
Volatility
BJLM.DE vs. PRAB.DE - Volatility Comparison
BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) has a higher volatility of 1.69% compared to Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) at 0.22%. This indicates that BJLM.DE's price experiences larger fluctuations and is considered to be riskier than PRAB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJLM.DE | PRAB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 0.22% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 0.52% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.70% | 0.60% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.84% | 0.55% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 0.55% | +4.29% |
BJLM.DE vs. PRAB.DE - Expense Ratio Comparison
BJLM.DE has a 0.12% expense ratio, which is higher than PRAB.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BJLM.DE vs. PRAB.DE - Dividend Comparison
Neither BJLM.DE nor PRAB.DE has paid dividends to shareholders.
Frequently Asked Questions
BJLM.DE and PRAB.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAB.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAB.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for BJLM.DE.
They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.12% for BJLM.DE and 0.05% for PRAB.DE.
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